ES50.DE vs. MVEE.DE
ES50.DE (iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc)) and MVEE.DE (iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc)) are both Europe Equities funds from iShares - ES50.DE tracks the EURO STOXX 50 ESG Index while MVEE.DE tracks the MSCI Europe NR EUR. Both are passively managed. Over the past year, ES50.DE returned 25.15% vs 11.72% for MVEE.DE. A 0.71 correlation means they provide meaningful diversification when combined. ES50.DE charges 0.10%/yr vs 0.25%/yr for MVEE.DE.
Performance
ES50.DE vs. MVEE.DE - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ES50.DE achieves a 10.80% return, which is significantly higher than MVEE.DE's 8.14% return.
ES50.DE
- 1D
- 0.00%
- 1M
- 2.94%
- YTD
- 10.80%
- 6M
- 11.79%
- 1Y
- 25.15%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MVEE.DE
- 1D
- 0.92%
- 1M
- 1.27%
- YTD
- 8.14%
- 6M
- 8.67%
- 1Y
- 11.72%
- 3Y*
- 10.33%
- 5Y*
- 6.17%
- 10Y*
- —
ES50.DE vs. MVEE.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ES50.DE iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) | 10.80% | 25.72% | 13.20% | 6.66% |
MVEE.DE iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) | 8.14% | 8.71% | 8.75% | 1.93% |
Correlation
The correlation between ES50.DE and MVEE.DE is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2023 | 0.71 |
The correlation between ES50.DE and MVEE.DE shifts across timeframes, from 0.58 (1 year) to 0.71 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ES50.DE vs. MVEE.DE — Risk / Return Rank
ES50.DE
MVEE.DE
ES50.DE vs. MVEE.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) and iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ES50.DE | MVEE.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.58 | +0.56 |
| Martin ratioReturn relative to average drawdown | 7.62 | 5.45 | +2.17 |
Loading charts...
Drawdowns
ES50.DE vs. MVEE.DE - Drawdown Comparison
The maximum ES50.DE drawdown since its inception was -15.53%, smaller than the maximum MVEE.DE drawdown of -20.19%. Use the drawdown chart below to compare losses from any high point for ES50.DE and MVEE.DE.
Loading charts...
Drawdown Indicators
| ES50.DE | MVEE.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.53% | -20.19% | +4.66% |
Max Drawdown (1Y)Largest decline over 1 year | -11.70% | -7.40% | -4.30% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.19% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.19% | — |
Current DrawdownCurrent decline from peak | -1.75% | 0.00% | -1.75% |
Average DrawdownAverage peak-to-trough decline | -2.34% | -4.50% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 2.15% | +1.14% |
Volatility
ES50.DE vs. MVEE.DE - Volatility Comparison
iShares EURO STOXX 50 ESG UCITS ETF EUR (Acc) (ES50.DE) has a higher volatility of 3.94% compared to iShares Edge MSCI Europe Minimum Volatility ESG UCITS ETF (Acc) (MVEE.DE) at 2.19%. This indicates that ES50.DE's price experiences larger fluctuations and is considered to be riskier than MVEE.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ES50.DE | MVEE.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 2.19% | +1.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.98% | 8.16% | +5.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.95% | 9.93% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 12.08% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 12.47% | +3.24% |
ES50.DE vs. MVEE.DE - Expense Ratio Comparison
ES50.DE has a 0.10% expense ratio, which is lower than MVEE.DE's 0.25% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Dividends
ES50.DE vs. MVEE.DE - Dividend Comparison
Neither ES50.DE nor MVEE.DE has paid dividends to shareholders.
Frequently Asked Questions
ES50.DE and MVEE.DE have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ES50.DE is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ES50.DE is cheaper with a 0.10% expense ratio, compared with 0.25% for MVEE.DE.
ES50.DE tracks EURO STOXX 50 ESG Index, while MVEE.DE tracks MSCI Europe NR EUR. Their fees differ too: 0.10% for ES50.DE and 0.25% for MVEE.DE.
Find the right allocation for ES50.DE and MVEE.DE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer